IEEE Transactions on Automatic Control, Vol.44, No.2, 343-347, 1999
Frequency-domain identification of linear systems using arbitrary excitations and a nonparametric noise model
This paper presents a generalized frequency domain identification method to identify single-input/single-output (SISO) systems combining two previously published extensions in one method: arbitrary but persistent excitations are allowed and a nonparametric noise model is extracted from the same data that are used to identify the system. The method is directly applicable to identification in feedback if an external persistently exciting reference signal is available.